//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance research letters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Spot Volatility Estimation Usi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
612
Volatilität
611
Börsenkurs
222
Share price
222
Capital income
175
Kapitaleinkommen
175
Stock market
168
Aktienmarkt
167
ARCH model
161
ARCH-Modell
161
Estimation
143
Schätzung
143
Welt
127
World
127
Forecasting model
125
Prognoseverfahren
125
Risk
108
Risiko
105
Theorie
98
Theory
98
Coronavirus
76
Estimation theory
73
Schätztheorie
73
Virtual currency
72
Virtuelle Währung
72
China
69
Spillover effect
69
Spillover-Effekt
69
Portfolio selection
66
Portfolio-Management
66
Oil price
59
Ölpreis
59
Time series analysis
56
Zeitreihenanalyse
56
Impact assessment
53
Wirkungsanalyse
53
Option pricing theory
50
Optionspreistheorie
50
Financial crisis
47
Finanzkrise
47
more ...
less ...
Online availability
All
Undetermined
620
Free
10
Type of publication
All
Article
672
Type of publication (narrower categories)
All
Article in journal
671
Aufsatz in Zeitschrift
671
Language
All
English
672
Author
All
Bouri, Elie
11
Gupta, Rangan
10
Lucey, Brian M.
9
Roubaud, David
9
Corbet, Shaen
8
Tiwari, Aviral Kumar
8
Ji, Qiang
7
Sensoy, Ahmet
7
Wei, Yu
7
Lyócsa, Štefan
6
Molnár, Peter
6
Zaremba, Adam
6
Gillas, Konstantinos Gkillas
5
Luo, Xingguo
5
Ma, Feng
5
Wu, Xinyu
5
Das, Debojyoti
4
Goodell, John W.
4
Gozgor, Giray
4
Lau, Chi Keung
4
Liu, Li
4
Lu, Xinjie
4
Pierdzioch, Christian
4
Shahzad, Syed Jawad Hussain
4
Shen, Dehua
4
Shi, Yanlin
4
Sun, Xiaolei
4
Xie, Haibin
4
Xiong, Xiong
4
Yarovaya, Larisa
4
Aharon, David Y.
3
Akyildirim, Erdinc
3
Al-Yahyaee, Khamis Hamed
3
Arouri, Mohamed
3
Auer, Benjamin R.
3
Baig, Ahmed S.
3
Brzeszczyński, Janusz
3
Caporale, Guglielmo Maria
3
Chen, Jun-Home
3
Chi, Xie
3
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
1,845
MPRA Paper
1,256
Economics letters
1,196
NBER working paper series
802
Econometric theory
746
NBER Working Paper
745
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
734
IZA Discussion Papers
706
Energy economics
683
Working paper / National Bureau of Economic Research, Inc.
682
Discussion paper / Tinbergen Institute
596
Working Paper
588
Applied economics
548
Econometric reviews
518
Discussion paper series / IZA
499
Working paper
476
Economic modelling
463
CEMMAP working papers / Centre for Microdata Methods and Practice
459
Applied economics letters
456
Journal of banking & finance
437
International review of financial analysis
433
IZA Discussion Paper
426
The journal of futures markets
395
CESifo working papers
384
International review of economics & finance : IREF
381
The North American journal of economics and finance : a journal of financial economics studies
339
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
338
Journal of empirical finance
327
Journal of the American Statistical Association : JASA
326
Tinbergen Institute Discussion Paper
321
cemmap working paper
312
Discussion paper / Centre for Economic Policy Research
309
CESifo Working Paper
307
ECB Working Paper
307
Research in international business and finance
297
Journal of applied econometrics
295
The econometrics journal
291
Applied financial economics
289
SFB 649 discussion paper
286
more ...
less ...
Source
All
ECONIS (ZBW)
672
Showing
1
-
10
of
672
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
2
Regime changes in Bitcoin GARCH
volatility
dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
3
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
4
Comparison of range-based
volatility
estimators against integrated
volatility
in European emerging markets
Arnerić, Josip
;
Matković, Mario
;
Sorić, Petar
- In:
Finance research letters
28
(
2019
),
pp. 118-124
Persistent link: https://www.econbiz.de/10012388033
Saved in:
5
Evaluating monthly
volatility
forecasts using proxies at different frequencies
Ñíguez, Trino-Manuel
- In:
Finance research letters
17
(
2016
),
pp. 41-47
Persistent link: https://www.econbiz.de/10011596208
Saved in:
6
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
7
Estimating
volatility
persistence under a Brexit-vote structural break
Adesina, Tola
- In:
Finance research letters
23
(
2017
),
pp. 65-68
Persistent link: https://www.econbiz.de/10011808359
Saved in:
8
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
9
Do extreme range estimators improve realized
volatility
forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
10
The Chinese oil futures
volatility
: evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->